Morgan Stanley Call 120 NVO 20.12.2024
/ DE000ME1GBB0
Morgan Stanley Call 120 NVO 20.12.../ DE000ME1GBB0 /
| 7/12/2024 8:19:53 PM |
Chg.+0.21 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
+8.79% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
120.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
ME1GBB |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
10/3/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.29 |
| Parity: |
2.02 |
| Time value: |
0.56 |
| Break-even: |
135.83 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.81 |
| Theta: |
-0.04 |
| Omega: |
4.08 |
| Rho: |
0.35 |
Quote data
| Open: |
2.43 |
| High: |
2.60 |
| Low: |
2.43 |
| Previous Close: |
2.39 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.38% |
| 1 Month |
|
|
-5.11% |
| 3 Months |
|
|
+45.25% |
| YTD |
|
|
+225.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.39 |
| 1M High / 1M Low: |
3.01 |
2.34 |
| 6M High / 6M Low: |
3.01 |
0.77 |
| High (YTD): |
6/25/2024 |
3.01 |
| Low (YTD): |
1/2/2024 |
0.74 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.91 |
| Avg. volume 6M: |
|
629.92 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.89% |
| Volatility 6M: |
|
120.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
